Multi-agent reinforcement learning: A selective overview of theories and algorithms
Recent years have witnessed significant advances in reinforcement learning (RL), which
has registered tremendous success in solving various sequential decision-making problems …
has registered tremendous success in solving various sequential decision-making problems …
A review of charge scheduling of electric vehicles in smart grid
JC Mukherjee, A Gupta - IEEE Systems Journal, 2014 - ieeexplore.ieee.org
Electric vehicles (EVs) are being introduced by different manufacturers as an environment-
friendly alternative to vehicles with internal combustion engines, with several benefits. The …
friendly alternative to vehicles with internal combustion engines, with several benefits. The …
[图书][B] Probabilistic theory of mean field games with applications I-II
The lion's share of this chapter is devoted to the construction of equilibria for mean field
games with a common noise. We develop a general two-step strategy for the search of weak …
games with a common noise. We develop a general two-step strategy for the search of weak …
Decentralized charging control of large populations of plug-in electric vehicles
Z Ma, DS Callaway, IA Hiskens - IEEE Transactions on control …, 2011 - ieeexplore.ieee.org
This paper develops a strategy to coordinate the charging of autonomous plug-in electric
vehicles (PEVs) using concepts from non-cooperative games. The foundation of the paper is …
vehicles (PEVs) using concepts from non-cooperative games. The foundation of the paper is …
Probabilistic analysis of mean-field games
The purpose of this paper is to provide a complete probabilistic analysis of a large class of
stochastic differential games with mean field interactions. We implement the Mean-Field …
stochastic differential games with mean field interactions. We implement the Mean-Field …
Mean field games
PE Caines - Encyclopedia of systems and control, 2021 - Springer
The notion of the infinite population limit of large population games where agents are
realized by controlled stochastic dynamical systems is introduced. The theory of infinite …
realized by controlled stochastic dynamical systems is introduced. The theory of infinite …
Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
We consider stochastic dynamic games in large population conditions where multiclass
agents are weakly coupled via their individual dynamics and costs. We approach this large …
agents are weakly coupled via their individual dynamics and costs. We approach this large …
Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized -Nash Equilibria
We consider linear quadratic Gaussian (LQG) games in large population systems where the
agents evolve according to nonuniform dynamics and are coupled via their individual costs …
agents evolve according to nonuniform dynamics and are coupled via their individual costs …
Linear-quadratic mean field games
A Bensoussan, KCJ Sung, SCP Yam… - Journal of Optimization …, 2016 - Springer
We provide a comprehensive study of a general class of linear-quadratic mean field games.
We adopt the adjoint equation approach to investigate the unique existence of their …
We adopt the adjoint equation approach to investigate the unique existence of their …
[图书][B] Lectures on BSDEs, stochastic control, and stochastic differential games with financial applications
R Carmona - 2016 - SIAM
This book grew out of the lecture notes I prepared for a graduate class I taught at Princeton
University in 2011–12, and again in 2012–13. My goal was to introduce the students to …
University in 2011–12, and again in 2012–13. My goal was to introduce the students to …